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Objective Genetic variations in the gene encoding zinc finger protein 804A gene (ZNF804A) have been associated with major depression and bipolar disorder. In this work we focused on the potential influence of ZNF804A variations on the risk of developing specific sub-phenotypes as well as the individual response to available treatments. Methods We used two samples of different ethnic origin: a Korean sample, composed by 242 patients diagnosed with major depression and 132 patients diagnosed with bipolar disorder and 326 healthy controls; an Italian sample composed 151 major depression subjects, 189 bipolar disorder subjects and 38 outpatients diagnosed for a primary anxiety disorder. Results Our analyses reported an association of rs1344706 with psychotic phenotype in the cross-diagnostic pooled sample (geno p = 4.15 × 10-4, allelic p = 1.06 × 10-4). In the cross-diagnosis Italian sample but not in the Korean one, rs7597593 was involved with depressive symptoms improvement after treatment (geno p = 0.025, allelic p = 0.007). Conclusion The present study evidenced the role of ZNF804A alterations in symptoms improvement after treatment. Both manic and depressive symptoms seem to be modulated by ZNF804A, though the latter was observed in the bipolar pooled sample only. The role of this factor is likely related to synaptic development and maintenance; however, further analyses will be needed to better understand the molecular mechanics involved with ZNF804A.